BVT Call 80 RTX 21.06.2024
/ DE000VM58F96
BVT Call 80 RTX 21.06.2024/ DE000VM58F96 /
| 07/06/2024 20:03:27 |
Chg.+0.020 |
Bid21:56:37 |
Ask21:56:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+0.76% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
80.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM58F9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.20 |
| Parity: |
2.60 |
| Time value: |
0.05 |
| Break-even: |
100.56 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
3.61 |
| Rho: |
0.02 |
Quote data
| Open: |
2.630 |
| High: |
2.650 |
| Low: |
2.620 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.16% |
| 1 Month |
|
|
+17.78% |
| 3 Months |
|
|
+130.43% |
| YTD |
|
|
+219.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.570 |
| 1M High / 1M Low: |
2.650 |
2.250 |
| 6M High / 6M Low: |
2.650 |
0.570 |
| High (YTD): |
07/06/2024 |
2.650 |
| Low (YTD): |
22/01/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.39% |
| Volatility 6M: |
|
94.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
